Early unwinding of options-futures arbitrage with bid/ask quotations and transaction prices
Year of publication: |
2002
|
---|---|
Other Persons: | Fung, Joseph K. W. (contributor) ; Mok, Henry M. K. (contributor) |
Publisher: |
Kowloon : Hong Kong Baptist Univ., School of Business, Business Research Centre |
Subject: | Arbitrage | Transaktionskosten | Transaction costs | Optionsgeschäft | Option trading | USA | United States | Geld-Brief-Spanne | Bid-ask spread |
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